Cargando…
Optimization techniques in statistics /
Statistics help guide us to optimal decisions under uncertainty. A large variety of statistical problems are essentially solutions to optimization problems. The mathematical techniques of optimization are fundamentalto statistical theory and practice. In this book, Jagdish Rustagi provides full-spec...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Boston :
Academic Press,
�1994.
|
| Colección: | Statistical modeling and decision science.
|
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Statistics help guide us to optimal decisions under uncertainty. A large variety of statistical problems are essentially solutions to optimization problems. The mathematical techniques of optimization are fundamentalto statistical theory and practice. In this book, Jagdish Rustagi provides full-spectrum coverage of these methods, ranging from classical optimization and Lagrange multipliers, to numerical techniques using gradients or direct search, to linear, nonlinear, and dynamic programming using the Kuhn-Tucker conditions or the Pontryagin maximal principle. Variational methods and optimization in function spaces are also discussed, as are stochastic optimization in simulation, including annealing methods. |
|---|---|
| Descripción Física: | 1 online resource (xii, 359 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 325-341) and indexes. |
| ISBN: | 0126045550 9780126045550 9781483295718 1483295710 |